Fabian Latorre
An Inexact Augmented Lagrangian Framework for Nonconvex Optimization with Nonlinear Constraints
Mehmet Fatih Sahin, Armin eftekhari, Ahmet Alacaoglu, Fabian Latorre, Volkan Cevher
Neural Information Processing Systems http://nips.cc/
An Inexact Augmented Lagrangian Framework for Nonconvex Optimization with Nonlinear Constraints
Mehmet Fatih Sahin, Armin eftekhari, Ahmet Alacaoglu, Fabian Latorre, Volkan Cevher
We propose a practical inexact augmented Lagrangian method (iALM) for nonconvex problems with nonlinear constraints. We characterize the total computational complexity of our method subject to a verifiable geometric condition, which is closely related to the Polyak-Lojasiewicz and Mangasarian-Fromowitz conditions.